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Predictive Bollinger Band: Passing in Custom Data Series

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    Predictive Bollinger Band: Passing in Custom Data Series

    I am having trouble passing in a custom data series to the BollingerEMA function.

    I created a Data Series called High_Series that has closing values of the RangeBars for all values except currentBar where the value is the Max close of the Range Bar. I want to predict the BB Upper value on Range Bar close if closes at top of Range Bar.

    Data Series has below data and I can see it is as expected. in the 0 index position 53.58 is the MaxRangeBar Close value all other values match actual closes.
    index: value Close (actual)
    0:53.58 Close: 53.5
    1:53.44 Close: 53.44
    2:53.57 Close: 53.57
    3:53.52 Close: 53.52
    4:53.45 Close: 53.45
    5:53.56 Close: 53.56
    6:53.65 Close: 53.65
    7:53.49 Close: 53.49
    8:53.37 Close: 53.37
    9:53.26 Close: 53.26
    10:53.26 Close: 53.26
    11:53.41 Close: 53.41
    12:53.28 Close: 53.28

    PredictBBUp2val = Math.Round(BollingerEMA (High_Series,2,12).Upper[0],2);
    PredictBBUp2val = 59.8

    But the real BB value = 53.67
    BBUpperV = Math.Round(BollingerEMA (2,12).Upper[0],2);

    Obviously something is not right about the Series I am passing in as the same function with virtually the same data should yield a number closer to the same. How best can I go about debugging this issue? I don't understand why the predicted value is so wrong given the data I fed it.

    #2
    Hello EricC64,

    Thank you for writing in.

    Without the full code I'm unable to test on my end.

    I would suggest adding print statements to check whether your conditions are becoming true. I’ve provided a link to a youtube video which covers an example of using prints to understand behavior:
    https://www.youtube.com/watch?v=K8v_...tu.be&t=48m45s

    I’ve provided a link covering debugging which you may find helpful.
    Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

    If you’d like to send a copy of the strategy you’re running, I can take a look and see if anything jumps out.

    To export a NinjaScript from NinjaTrader 7 do the following:
    From the Control Center window select File -> Utilities-> Export NinjaScript...
    Select the file in the left column then click “>”, then press export and name the file.
    Then attach that file you saved; under My Docs>NT8>Bin>Custom>Select the downloaded .zip file.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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